How to Make It
Bring a large saucepan filled with water to a boil over medium-high. Add shrimp; cook 2 minutes or just until pink. Drain; plunge shrimp into a bowl of ice water. Let stand 5 minutes; drain.
Combine vinegar, lemon juice, olive oil, salt, and sugar in a large bowl, stirring until sugar dissolves. Add shrimp, onion, and next 7 ingredients (through fennel bulb); toss to coat. Divide shrimp mixture between 2 (1-quart) containers. Cover and refrigerate 8 hours or overnight.
Bring a large saucepan filled with water to a boil over medium-high. Add potatoes; cook 15 minutes or until tender. Drain. Let stand 15 minutes; cut in half.
Pour both containers of shrimp mixture through a fine-mesh sieve over a bowl; reserve 1/3 cup pickling liquid. Remove garlic and bay leaves; discard. Chop reserved fennel fronds to equal 2 tablespoons. Combine potatoes, shrimp mixture, reserved 1/3 cup pickling liquid, fennel fronds, celery, and celery leaves in a large bowl; toss. Arrange shrimp mixture on a platter.